| Trading Metrics calculated at close of trading on 12-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2016 |
12-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
10,676.0 |
10,723.0 |
47.0 |
0.4% |
10,427.5 |
| High |
10,744.0 |
10,734.5 |
-9.5 |
-0.1% |
10,744.0 |
| Low |
10,629.0 |
10,680.0 |
51.0 |
0.5% |
10,396.5 |
| Close |
10,720.5 |
10,717.0 |
-3.5 |
0.0% |
10,717.0 |
| Range |
115.0 |
54.5 |
-60.5 |
-52.6% |
347.5 |
| ATR |
164.4 |
156.6 |
-7.9 |
-4.8% |
0.0 |
| Volume |
59,000 |
52,799 |
-6,201 |
-10.5% |
366,562 |
|
| Daily Pivots for day following 12-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,874.0 |
10,850.0 |
10,747.0 |
|
| R3 |
10,819.5 |
10,795.5 |
10,732.0 |
|
| R2 |
10,765.0 |
10,765.0 |
10,727.0 |
|
| R1 |
10,741.0 |
10,741.0 |
10,722.0 |
10,725.8 |
| PP |
10,710.5 |
10,710.5 |
10,710.5 |
10,702.9 |
| S1 |
10,686.5 |
10,686.5 |
10,712.0 |
10,671.3 |
| S2 |
10,656.0 |
10,656.0 |
10,707.0 |
|
| S3 |
10,601.5 |
10,632.0 |
10,702.0 |
|
| S4 |
10,547.0 |
10,577.5 |
10,687.0 |
|
|
| Weekly Pivots for week ending 12-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,661.7 |
11,536.8 |
10,908.1 |
|
| R3 |
11,314.2 |
11,189.3 |
10,812.6 |
|
| R2 |
10,966.7 |
10,966.7 |
10,780.7 |
|
| R1 |
10,841.8 |
10,841.8 |
10,748.9 |
10,904.3 |
| PP |
10,619.2 |
10,619.2 |
10,619.2 |
10,650.4 |
| S1 |
10,494.3 |
10,494.3 |
10,685.1 |
10,556.8 |
| S2 |
10,271.7 |
10,271.7 |
10,653.3 |
|
| S3 |
9,924.2 |
10,146.8 |
10,621.4 |
|
| S4 |
9,576.7 |
9,799.3 |
10,525.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,744.0 |
10,396.5 |
347.5 |
3.2% |
126.0 |
1.2% |
92% |
False |
False |
73,312 |
| 10 |
10,744.0 |
10,088.0 |
656.0 |
6.1% |
145.4 |
1.4% |
96% |
False |
False |
75,702 |
| 20 |
10,744.0 |
9,910.5 |
833.5 |
7.8% |
133.9 |
1.2% |
97% |
False |
False |
76,358 |
| 40 |
10,744.0 |
9,152.5 |
1,591.5 |
14.9% |
171.4 |
1.6% |
98% |
False |
False |
87,533 |
| 60 |
10,744.0 |
9,152.5 |
1,591.5 |
14.9% |
162.0 |
1.5% |
98% |
False |
False |
64,283 |
| 80 |
10,744.0 |
9,152.5 |
1,591.5 |
14.9% |
158.7 |
1.5% |
98% |
False |
False |
48,250 |
| 100 |
10,744.0 |
9,152.5 |
1,591.5 |
14.9% |
157.3 |
1.5% |
98% |
False |
False |
38,636 |
| 120 |
10,744.0 |
9,152.5 |
1,591.5 |
14.9% |
150.3 |
1.4% |
98% |
False |
False |
32,211 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,966.1 |
|
2.618 |
10,877.2 |
|
1.618 |
10,822.7 |
|
1.000 |
10,789.0 |
|
0.618 |
10,768.2 |
|
HIGH |
10,734.5 |
|
0.618 |
10,713.7 |
|
0.500 |
10,707.3 |
|
0.382 |
10,700.8 |
|
LOW |
10,680.0 |
|
0.618 |
10,646.3 |
|
1.000 |
10,625.5 |
|
1.618 |
10,591.8 |
|
2.618 |
10,537.3 |
|
4.250 |
10,448.4 |
|
|
| Fisher Pivots for day following 12-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,713.8 |
10,706.8 |
| PP |
10,710.5 |
10,696.7 |
| S1 |
10,707.3 |
10,686.5 |
|